public void calculatePortfolioTotalsTest()
{
Calculator calculator = new Calculator();
Portfolio portfolio = new Portfolio();
List<Position> positions = new List<Position>();
Position position1 = new Position();
position1.SecLastPrice = 102;
position1.SecPrevClosePrice = 100;
position1.ExecPrice = 100;
position1.Quantity = 10;
position1.DailyPnL = 20;
position1.TotalPnL = 120;
Position position2 = new Position();
position2.SecLastPrice = 102;
position2.SecPrevClosePrice = 100;
position2.ExecPrice = 100;
position2.Quantity = 10;
position2.DailyPnL = 10;
position2.TotalPnL = 240;
positions.Add(position1);
positions.Add(position2);
portfolio.positions = positions;
portfolio = calculator.calculatePortfolioTotals(portfolio);
Assert.AreEqual(portfolio.portfolioTotalPnL, 360);
Assert.AreEqual(portfolio.portfolioDailyPnL, 30);
}
// Calculates the Total PnL of the portfolios since purchase of the positions
public Portfolio calculatePortfolioTotals(Portfolio portfolio)
{
decimal portfolioTotalPnL=0;
decimal portfolioDailyPnL = 0;
foreach (Position position in portfolio.positions) {
portfolioTotalPnL = portfolioTotalPnL + position.TotalPnL;
portfolioDailyPnL = portfolioDailyPnL + position.DailyPnL;
}
portfolio.portfolioTotalPnL = portfolioTotalPnL;
portfolio.portfolioDailyPnL = portfolioDailyPnL;
return portfolio;
}
// Calculates the Total PnL of the portfolios since purchase of the positions in % terms
public Portfolio calculatePortfolioTotalPercent(Portfolio portfolio)
{
decimal costbasis = 0;
decimal currentValue = 0;
foreach (Position position in portfolio.positions)
{
costbasis = costbasis + (position.ExecPrice * position.Quantity);
currentValue = currentValue + (position.SecLastPrice * position.Quantity);
}
portfolio.portfolioCostBasis = costbasis;
portfolio.portfolioCurrentValue = currentValue;
portfolio.portfolioTotalPnLPernt = (currentValue - costbasis) / costbasis;
return portfolio;
}
public Portfolio ReadPortfolio(string filename)
{
if (File.Exists(filename))
{
Portfolio portfolio = new Portfolio();
foreach (XElement transaction in XDocument.Load(filename).Descendants("portfolio"))
{
XElement portfolioName = transaction.Element("portfolioName");
portfolio.portfolioName = portfolioName != null ? portfolioName.Value : string.Empty;
}
var positionList = new List<Position>();
foreach (XElement transaction in XDocument.Load(filename).Descendants("position"))
{
XElement positionTicker = transaction.Element("positionTicker");
XElement positionOpenDate = transaction.Element("positionOpenDate");
XElement positionSize = transaction.Element("positionSize");
XElement executionPrice = transaction.Element("executionPrice");
positionList.Add(new Position
{
Ticker = positionTicker != null ? positionTicker.Value : string.Empty,
OpenDate = positionOpenDate != null ? Convert.ToDateTime(positionOpenDate.Value) : DateTime.Now,
Quantity = positionSize != null ? int.Parse(positionSize.Value) : default(int),
ExecPrice = executionPrice != null ? decimal.Parse(executionPrice.Value) : default(decimal)
});
}
portfolio.positions = positionList;
// Console.WriteLine(string.Format(" Number of transactions loaded : {0}",positionList.Count));''
return portfolio;
}
else
{
Console.WriteLine("Input portfolio file not found. Please make sure you have the Portfolio.xml file in the correct location");
return null;
}
}
public Form1(Portfolio portfolio)
{
InitializeComponent();
this.portfolio = portfolio;
}
static void Main()
{
Console.WriteLine("Portfolio Viewer is launching, please wait...");
Console.WriteLine("Approximate wait time of 8 seconds.");
// Load data from the XML datastore
Portfolio portfolio = new Portfolio();
Calculator calculator = new Calculator();
String startupPath = Application.StartupPath + "\\Portfolio.xml";
// TODO Make this a relative path instead of an absolute path
//C:\\developer\\code\\c#\\PerformanceCalculator\\PerformanceCalculator\\Portfolio.xml
portfolio = portfolio.ReadPortfolio(startupPath);
// Iterate over the tickers to construct the URL
List<Position> positions = portfolio.positions;
String concatenatedTicker = "";
if (positions != null)
{
foreach (Position position in positions)
{
concatenatedTicker = concatenatedTicker + position.Ticker + yahooConcatenator;
}
// Removing the last "+" sign
concatenatedTicker = concatenatedTicker.Substring(0, concatenatedTicker.LastIndexOf(yahooConcatenator));
}
// Construct final URL
String yahooURL = baseYahooUrl + concatenatedTicker + baseYahooelements;
// Call Yahoo
string csvData;
using (WebClient web = new WebClient())
{
csvData = web.DownloadString(yahooURL);
}
// Parse prices coming back
List<Price> prices = YahooFinance.Parse(csvData);
// Map prices to portfolios
foreach (Price price in prices)
{
if (positions != null)
{
foreach (Position position in positions)
{
String simpleSymbol = price.Symbol.Replace("\"", "");
if (position.Ticker.Equals(simpleSymbol))
{
position.SecName = price.Name.Replace("\"", "");
position.SecLastPrice = price.Last;
position.SecOpenPrice = price.Open;
position.SecPrevClosePrice = price.PreviousClose;
// Also calculate PnLs
calculator.calculateDailyPnL(position);
calculator.calculateTotalPnL(position);
}
// Console.WriteLine(string.Format("{0} ({1}) Last:{2} Open: {3} PreviousClose:{4}", price.Name, price.Symbol, price.Last, price.Open, price.PreviousClose));
}
}
}
// Calculate absolute values PnL values at the portfolio level
portfolio = calculator.calculatePortfolioTotals(portfolio);
portfolio = calculator.calculatePortfolioTotalPercent(portfolio);
portfolio.printToConsole();
// Add to the final list for display
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
Application.Run(new Form1(portfolio));
}
public Form1(Portfolio portfolio)
{
InitializeComponent();
this.portfolio = portfolio;
}
